+631.9%
VZ vs IVZ
+897.2%
-265.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.1% | -2.4% | +4.6% | +2.5% |
| 30D | +1.4% | -11.2% | +12.6% | +3.4% |
| 3M | -1.3% | -14.0% | +12.7% | +1.2% |
| 6M | -0.5% | +0.5% | -1.0% | -1.3% |
| YTD | +19.6% | +5.4% | +14.2% | +16.8% |
| 1Y | +22.4% | +19.5% | +2.9% | +16.6% |
| 3Y | +55.9% | +128.7% | -72.8% | +27.5% |
| 5Y | +20.4% | +28.8% | -8.3% | +7.7% |
| 10Y | +66.9% | +52.3% | +14.6% | +33.7% |
| All | +631.9% | +897.2% | -265.3% | +315.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IVZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling